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. Author manuscript; available in PMC: 2018 Apr 3.
Published in final edited form as: Electron J Stat. 2016 Jul 18;10(2):1807–1828. doi: 10.1214/15-EJS1032

Table 1.

Mean out-of-sample prediction errors with standard deviation of this error after 10 repetitions

Mean square error (109) Mean absolute error(104)
Empirical model* 2.79 ± 0.51 2.44 ± 0.15
Pólya tree (Gaussian)* 2.81 ± 0.64 2.41 ± 0.16
Pólya tree (Laplace)* 2.71 ± 0.52 2.44 ± 0.14
Linear model 2.66 ± 0.59 2.67 ± 0.16
LASSO 2.99 ± 0.65 2.81 ± 0.16
Median regression 2.99 ± 0.68 2.48 ± 0.17